-41.6%
CPB vs EQH
+102.2%
-143.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | -7.1% | +2.8% | -9.9% | -7.2% |
| 3M | -6.0% | +23.1% | -29.1% | -7.1% |
| 6M | -5.3% | +41.4% | -46.7% | -7.1% |
| YTD | -20.8% | +14.3% | -35.1% | -21.5% |
| 1Y | -33.8% | +1.6% | -35.4% | -34.0% |
| 3Y | -43.7% | +102.7% | -146.4% | -46.9% |
| All | -41.6% | +102.2% | -143.9% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling